Assembly: Stat;
The SmMultiNormalDistribution class enables the user to generate a sample of pseudo-random numbers from multivariate normal distribution.
| Property name | Brief description | |
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K | The K property determines the dimension of distribution. |
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Mu | The Mu property determines the vector of expected values for multivariate distribution. |
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Sigma | The Sigma property determines the covariance matrix of the distribution. |
| Property name | Brief description | |
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Cumulative | The Cumulative property returns a distribution function. |
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Density | The Density property returns density. |
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DisplayName | The DisplayName property returns distribution name. |
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Errors | The Errors property returns a message showing all the errors and warnings occurred during calculations. |
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Name | The Name property returns the distribution identifier. |
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Quantile | The Quantile property returns a quantile. |
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Random | The Random property returns a random number corresponding to a distribution. |
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Status | The Status property returns the calculation execution status. |
| Method Name | Brief description | |
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MultiRandom | The MultiRandom method returns a vector corresponding to the distribution. |
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MultiRandomVector | The MultiRandomVector method returns a matrix corresponding to the distribution. |
| Method Name | Brief description | |
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MaximumLikelihoodFitting | The MaximumLikelihoodFitting method returns estimates of maximum likelihood of distribution parameters. |
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RandomVector | The RandomVector method returns the vector of random numbers corresponding to the distribution. |
See also:
Stat Assembly Classes | Multivariate normal distribution